1. UVXY Volatility System
Jim Hadler May 28, 2019

2. Volatility Trading system Rules (UVXY)
Sell Short if
1. 3 day SMA < 6 day SMA and
2. Close < 3 day SMA
Buy to Cover if
A. Close > 3 day SMA or
B. Stop loss of 6.5% is hit or
C. 1.2 X 10 day ATR trailing stop is hit

3. UVXY System Backtest Assumes $1,000,000 capital per trade
Assumes $1000 per trade slippage 
The first trade was Feb. of 2013 
That was the first time UVXY fell below !,000,000 

13. TradeStation Performance Report
See attached PDF